Before setting out on a mission, make sure all team members are female. If you lack enough female soldiers to fill a squad, hire more from the barracks. (You can’t actually select male or female when hiring.) As long as you have an all female squad and win the mission, the achievement will unlock.
TIP: The easiest way to get female recruits would be to hire a new soldier from the barracks, then save when you have 1 day left before they arrive. Fast forward time and see if you get a female soldier. If not, just reload and try again as you will eventually get a female to appear.
Alternate Method: (Thanks to Creech)
The Flight of the Valkyries can be obtained with just one squaddie. I used a female sniper to get the Lone Wolf achievement and unlocked Flight at the same time.
NOTE: All members don’t have to survive the mission, as long as you win, the achievement will still unlock.